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Quantitative Market Risk Analyst

  • Job type: Permanent
  • Location: Dallas, Texas
  • Salary: US$100000 - US$150000 per annum + Bonus
  • Job reference: 173151/001_1528760355
  • Sector: Selby Jennings, Risk Management
  • Date posted: 11/06/2018

A hedge fund with $10 billion AUM is looking to expand their risk team. They are a top performing multi- strategy hedge fund in Dallas that was founded in 1991. Year after year, the fund has proven that they are among the best funds globally as they are top rated with locations around the globe.

In this role you will be developing risk models and risk tools in order to properly understand the risk exposure of the portfolios and work along side the portfolio managers and traders to properly mitigate market risk. The fund uses python as the primary coding language. You will analyze current market conditions and learn the portfolios in order to report on the risk exposures to internal stake holders. This is multi-strategy fund that will allow you to have market risk exposure cross assets.

Requirements:

Experience risk modeling in Python

Quantitative educational background

Previous experience working in a sell or buy side environment.

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